SeriesMagCorrSyncOverlapThrough
Correlation
of values
+97%
In sync
of periods
70%
History
daysdays · through 2026-02-01
470
These move in the same direction about 70% of the time
When one swings, the other almost always swings by a closely matched amount (~95% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
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Advanced
Statistics
In sync(i)
69.5%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+97% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
470 paired data points survived the daily window.
Raw input
807
470
Normalized
807
470
Prepared
807
470
Aligned
470
470
Invalid removed
R²(i)
94.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
470
Robust
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+97%
No shift — both series at their actual dates.
470 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+50%
163 periods · Return correlation when both series rose
Both Falling
+82%
9 periods · Return correlation when both series fell
Diverging
-39%
77 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
337
A: 337 / B: 0
Series A
Personal Consumption
PCE
FRED · 807 raw → 807 prepared
Series B
Case-Shiller Home Price Index
CSUSHPINSA
FRED · 470 raw → 470 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0147
Linear regression slope.
Intercept
11.3744
Linear regression intercept.
Saved 4 days ago · ID: fred-csushpinsa_fred-pce_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.